The first-passage times of phase semi-Markov processes

DOI10.1016/J.SPL.2011.08.021zbMATH Open1231.60093OpenAlexW2089322360MaRDI QIDQ654465FDOQ654465

Zhenting Hou, Xuan Zhang

Publication date: 28 December 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.08.021

Recommendations

• First-passage-time moments of Markov processes
• First passage moments of finite-state semi-Markov processes
• scientific article; zbMATH DE number 3907518
• First passage times and their algorithms for markov processes
• First passage times and lumpability of semi-Markov processes

zbMATH Keywords

generalized inversefundamental matrixphase semi-Markov process

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Regenerative stochastic processes
• Generalized inverses and their application to applied probability problems
• Title not available (Why is that?)
• Markov chain models - rarity and exponentiality
• Markov Renewal Processes with Finitely Many States
• Finite Continuous Time Markov Chains
• Title not available (Why is that?)
• Stochastic Stability of Ito Differential Equations With Semi-Markovian Jump Parameters
• First-passage-time moments of Markov processes
• ON SEMI-MARKOV PROCESSES
• A fundamental matrix for regular semi-Markov processes
• Convergence of jump-diffusion non-linear differential equation with phase semi-Markovian switching

Cited In (15)

• Numerical approximation of probability mass functions via the inverse discrete Fourier transform
• The \(k\)th visit in semi-Markov processes
• Reduced-order adaptive sliding mode control for nonlinear switching semi-Markovian jump delayed systems
• Mean first passage times for piecewise deterministic Markov processes and the effects of critical points
• Determination of Laplace transforms for distribution of the first passage of zero level of the semi-Markov random process
• Comparing first-passage times for semi-Markov skip-free processes
• Exponential and gamma form for tail expansions of first-passage distributions in semi-markov processes
• First-passage-time moments of Markov processes
• When the ``bull meets the ``bear: A first passage time problem for a hidden Markov process
• First passage times and their algorithms for markov processes
• First passage times and lumpability of semi-Markov processes
• Mode-dependent nonrational output feedback control for continuous-time semi-Markovian jump systems with time-varying delay
• A fundamental matrix for regular semi-Markov processes
• Asymptotic Behavior of First Passage Probabilities in the Perturbed Non-homogeneous Semi-Markov Systems
• First Passage Times for Markov Additive Processes with Positive Jumps of Phase Type

This page was built for publication: The first-passage times of phase semi-Markov processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q654465)